We propose a numerical optimization approach that can be used to solve portfolio selection problems including several assets and involving objective functions from cumulative prospect theory (CPT).

A method is developed for constructing a confidence band for a cumulative distribution function with known functional form. The band is derived using the maximum absolute difference between the true ...

Choosing Analyze:Distribution ( Y ) gives you access to a variety of distribution analyses. For nominal Y variables, you can generate bar charts, mosaic plots, and frequency counts tables. For ...

The receiver operating curve and the cumulative accuracy profile visualize the ability of a credit scoring model to distinguish defaulting from nondefaulting counterparties. These curves lead to ...